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L1 aggregated order book diff (Alpha) ​

SEND Server to Client on wss://api.valr.com/ws/trade

(Alpha) Level 1 aggregated order book incremental update. Sent after the initial OB_L1_SNAPSHOT with changes. Uses the same compressed wire format. A quantity of "0" at a price level means that level should be removed.

Subscription ​

This event requires an explicit subscription. Send a SUBSCRIBE message after connecting:

json
{
    "type": "SUBSCRIBE",
    "subscriptions": [
        {
            "event": "OB_L1_DIFF"
        }
    ]
}

Message ​

Event type: OB_L1_DIFF

Example ​

json
"{\n    \"type\": \"OB_L1_DIFF\",\n    \"ps\": \"BTCUSDC\",\n    \"d\": {\n        \"lc\": 1644301610000,\n        \"a\": [\n            [\"45363\", \"0\"]\n        ],\n        \"b\": [\n            [\"45148\", \"0.025\"]\n        ],\n        \"sq\": 6,\n        \"cs\": 2345678901\n    }\n}"

Channel ​

Channel: trade Address: wss://api.valr.com/ws/trade